Options · 15-min delayed
Underlying
$34.71
DTE
25d
2026-11-20
P/C Vol
0.51
P/C OI
0.14
ATM IV
55.8%
IV Skew
14.8%
25Δ put − call
Max Pain
$35
| CALLS | Strike | PUTS | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Vol | IV | Δ | Γ | Θ | V | Bid/Ask | Last | Strike | Last | Bid/Ask | V | Θ | Γ | Δ | IV | Vol | OI |
| 3 | 6 | 91.8% | 0.77 | 0.0364 | -0.05 | 0.03 | 4.00/8.20 | 5.67 | 30.00 | 0.60 | 0.00/1.80 | 0.03 | -0.04 | 0.0407 | -0.19 | 74.5% | 1 | 14 |
| — | — | — | — | — | — | — | — | — | 32.50 | 1.50 | 1.45/2.00 | 0.03 | -0.05 | 0.0537 | -0.33 | 73.8% | 30 | — |
| 75 | 45 | 61.3% | 0.52 | 0.0715 | -0.05 | 0.04 | 0.85/3.50 | 2.75 | 35.00 | 3.40 | 0.50/3.60 | 0.04 | -0.03 | 0.0872 | -0.49 | 50.3% | 1 | 3 |
| 7 | 1 | 59.0% | 0.34 | 0.0686 | -0.04 | 0.03 | 0.25/2.10 | 1.95 | 37.50 | 3.80 | 2.00/5.80 | 0.03 | -0.03 | 0.0704 | -0.66 | 57.1% | 4 | 4 |
| 43 | 1 | 90.5% | 0.32 | 0.0435 | -0.06 | 0.03 | 0.20/3.00 | 1.20 | 40.00 | 6.80 | 4.00/8.20 | 0.03 | -0.03 | 0.0515 | -0.76 | 65.8% | 1 | 4 |
| 12 | 10 | 94.3% | 0.25 | 0.0368 | -0.05 | 0.03 | 0.00/2.40 | 0.64 | 42.50 | — | — | — | — | — | — | — | — | — |
| 19 | 3 | 92.5% | 0.17 | 0.0306 | -0.04 | 0.02 | 0.05/1.50 | 0.45 | 45.00 | — | — | — | — | — | — | — | — | — |
| 12 | 3 | 113.3% | 0.18 | 0.0259 | -0.06 | 0.02 | 0.00/2.00 | 0.30 | 47.50 | — | — | — | — | — | — | — | — | — |
| 2 | 1 | 173.9% | 0.29 | 0.0215 | -0.11 | 0.03 | 0.00/4.90 | 0.50 | 50.00 | — | — | — | — | — | — | — | — | — |
| 6 | 2 | 196.1% | 0.26 | 0.0183 | -0.12 | 0.03 | 0.00/4.90 | 0.55 | 55.00 | — | — | — | — | — | — | — | — | — |
2026-11-20 · 25d · σ = 55.8%
Synthetic strikes from −30% to +30% of spot. Greeks computed from ATM IV via Black-Scholes-Merton. Calls approach 1 deep ITM, 0 deep OTM. Puts mirror to (−1, 0).